+26.8%
PL vs RVTY
+15.9%
+10.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.8% | +7.5% | +9.0% |
| 7D | -6.8% | -1.2% | -5.6% | -6.0% |
| 30D | -29.3% | +1.0% | -30.3% | -29.3% |
| 3M | -44.8% | +35.8% | -80.6% | -52.4% |
| 6M | -68.4% | +56.7% | -125.1% | -74.8% |
| YTD | -36.4% | +60.7% | -97.1% | -50.6% |
| 1Y | +0.7% | +73.7% | -73.0% | -25.2% |
| 3Y | +455.3% | +82.8% | +372.5% | +302.2% |
| 5Y | +22.7% | -7.0% | +29.7% | +21.1% |
| All | +26.8% | +15.9% | +10.8% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling